Did you remove the 10mm nut at the end of the heat shield??? There are 2 10mm bolts on the front and the 1 10mm nut that hold the heat shield on. Then the shield should slide off toward the exhaust manifold.

try loosening the starter bolts, it may give you enough room to get it out, like i said, its tight. There should only be a single wire connector on it, it should have a small tab that you push down then pull out and the other wire is the battery cable. Try to avoid removing the exhaust, it opens up a can of worms.